+51.4%
PYPL vs ESI
+55.6%
-4.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.9% | -6.0% | -4.0% |
| 7D | +2.7% | +3.3% | -0.6% | +1.6% |
| 30D | -4.9% | -5.9% | +1.0% | -3.1% |
| 3M | +28.9% | -14.1% | +43.0% | +33.1% |
| 6M | +18.2% | +6.6% | +11.7% | +12.2% |
| YTD | -5.0% | +45.0% | -50.1% | -19.0% |
| 1Y | -18.8% | +41.5% | -60.3% | -30.4% |
| 3Y | -12.6% | +78.8% | -91.3% | -31.7% |
| 5Y | -80.8% | +70.9% | -151.7% | -84.9% |
| 10Y | +49.9% | +317.1% | -267.2% | -10.3% |
| All | +51.4% | +55.6% | -4.2% | +11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ESI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling